SQL Server Management Studio : Windows Authentication from a non-domain-joined computer.

When trying to connect with an Windows integrated account to a domain-joined Microsoft SQL Server 2017 from a non-domain-joined computer or a computer joined to another non-trusted domain, you get a "login failed" on every connection attempts.

The solution (or workaround) is to use the Windows Credential Manager to pre-configure the domain user account to be trusted by SSMS with the following steps:

Open Credential Manager (type Credential Manager from the Start Menu)
Click "Add A Windows Credential"
Populate the network address field with the name and port number of the SQL instance you wish to store credentials. For example: MyMSSQLServer.domain.org:1433 (1433 is the default port, you may need a different port, especially if you are connecting to a named instance).
Populate the "User Name" including the domain name: "DOMAIN\Username"
Enter the "Password"
Click OK

Done! Restart SSMS, try connecting to the remote SQL Server from your non-domain joined machine and this time your login should work!